-4.6%
IP vs BUD
+33.8%
-38.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.8% |
| 30D | +7.9% | +6.7% | +1.3% | +4.2% |
| 3M | -15.3% | +5.7% | -21.0% | -17.9% |
| 6M | +10.5% | +5.8% | +4.7% | +6.4% |
| YTD | -9.4% | +34.4% | -43.8% | -27.2% |
| 1Y | -4.6% | +33.3% | -37.9% | -22.9% |
| All | -4.6% | +33.8% | -38.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling